On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach

DOI10.1007/S00245-021-09752-0zbMATH Open1478.90124arXiv2008.00019OpenAlexW3127372139MaRDI QIDQ2234331FDOQ2234331

Mael Sachine, Evelin H. M. Krulikovski, Ademir Alves Ribeiro

Publication date: 19 October 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: In this paper, we study a class of optimization problems, called Mathematical Programs with Cardinality Constraints (MPCaC). This kind of problem is generally difficult to deal with, because it involves a constraint that is not continuous neither convex, but provides sparse solutions. Thereby we reformulate MPCaC in a suitable way, by modeling it as mixed-integer problem and then addressing its continuous counterpart, which will be referred to as relaxed problem. We investigate the relaxed problem by analyzing the classical constraints in two cases: linear and nonlinear. In the linear case, we propose a general approach and present a discussion of the Guignard and Abadie constraint qualifications, proving in this case that every minimizer of the relaxed problem satisfies the Karush-Kuhn-Tucker (KKT) conditions. On the other hand, in the nonlinear case, we show that some standard constraint qualifications may be violated. Therefore, we cannot assert about KKT points. Motivated to find a minimizer for the MPCaC problem, we define new and weaker stationarity conditions, by proposing a unified approach that goes from the weakest to the strongest stationarity.

Full work available at URL: https://arxiv.org/abs/2008.00019

zbMATH Keywords

nonlinear programmingweak stationaritysparse solutionsconstraint qualificationmathematical programs with cardinality constraints

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (7)

• A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
• Title not available (Why is that?)
• Optimality conditions and constraint qualifications for cardinality constrained optimization problems
• A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization
• On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
• Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
• A strong sequential optimality condition for cardinality-constrained optimization problems

Uses Software

• SNOPT

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